Who is Participating?

A login script sets up the user session the way you like it best, generally the settings you cannot do with Group Policies at this time, like:
-Install printers,
-Map network drives,
-Application-specific settings
-Welcome message
Off course, you can let a login script do whatever you like. You can use VBScript or CScript, which is extremely powerful, or DOS Batch files.

You can set the Roaming Profiles and Folder Redirection in a group policy. You can use both at the same time.